proxmox – Alpine setup on virtual machine UEFI does not boot

I am trying to setup Alpine linux on a VM (Proxmox) to replicate the layout of physical hardware (raspberry pi).
The real layout is a raspberry pi 3, installed as “data” mode (based on wiki) with :

  • sd card: 2 partitions (/boot, /)
  • usb hard disk : 2 partitions (swap, /var)

I create the VM booting as UEFI, with 2 scsi disks :

  • 8G, GPT, 2 partitions (/boot 512M FAT32 flags=boot,efi, / 7.5G ext4)
  • 60G, GPT, 2 partitions (swap 4G, /var 56G ext4)

Partitions are made using gparted livecd, then I reboot with alpine-virt iso.

I launch the setup-alpine script, until it asks for disk (I Ctrl+C). Then I mount the disk layout and launch install :

swapon /dev/sdb1
mount /dev/sda2 /mnt
mkdir -p /mnt/boot /mnt/var
mount /dev/sda1 /mnt/boot
mount /dev/sdb2 /mnt/var
apk add grub-efi efibootmgr
export BOOTLOADER=grub
export USE_EFI=1
setup-disk -m data /mnt

Then I see this message : You might need fix the MBR to be able to boot. And when I try to reboot, it does not boot on hard drive.

What kind of magic have I missed ?